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example of basis trading
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I was wondering if anyone could provide me with or provide an internet link to a basic mathmatical example of a bsis trade, i am aware of what this involves i.e. the purchase of a government bond against a futures contract and at expiration the cheapest to deliver bond converges with the futures contract. However i am having trouble getting my head around the mathematics associated with this, books i have looked at presume a greater prior knowledge on this subject. Any help would be greatly appreciated.
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